THE WAVELET TUTORIAL SECOND EDITION PART I BY ROBI POLIKAR FUNDAMENTAL CONCEPTS & AN OVERVIEW OF THE WAVELET THEORY Welcome to this introductory tutorial on wavelet transforms. The wavelet transform is a relatively new concept (about 10 years old), but yet there are quite a few articles and books written on them. However, most of these books and articles are written by math people, for the other math people; still most of the math people don't know what the other math people are 1 talking about (a math professor of mine made this confession). In other words, majority of the literature available on wavelet transforms are of little help, if any, to those who are new to this subject (this is my personal opinion). When I first started working on wavelet transforms I have struggled for many hours and days to figure out what was going on in this mysterious world of wavelet transforms, due to the lack of introductory level text(s) in this subject. Therefore, I have decided to write this tutorial for the ones who are new to the topic. I consider myself quite new to the subject too, and I have to confess that I have not figured out all the theoretical details yet. However, as far as the engineering applications are concerned, I think all the theoretical details are not necessarily necessary (!). In this tutorial I will try to give basic principles underlying the wavelet theory. The proofs of the theorems and related equations will not be given in this tutorial due to the simple assumption that the intended readers of this tutorial do not need them at this time. However, interested readers will be directed to related references for further and in-depth information. In this document I am assuming that you have no background knowledge, whatsoever. If you do have this background, please disregard the following information, since it may be trivial. Should you find any inconsistent, or incorrect information in the following tutorial, please feel free to contact me. I will appreciate any comments on this page. Robi POLIKAR ************************************************************************ TRANS... WHAT? First of all, why do we need a transform, or what is a transform anyway? Mathematical transformations are applied to signals to obtain further information from that signal that is not readily available in the raw signal. In the following tutorial I will assume a time-domain signal as a raw signal, and a signal that has been "transformed" by any of the available mathematical transformations as a processed signal. There are a number of transformations that can be applied, among which the Fourier transforms are probably by far the most popular. Most of the signals in practice, are TIME-DOMAIN signals in their raw format. That is, whatever that signal is measuring, is a function of time. In other words, when we plot the signal one of the axes is time (independent variable), and the other (dependent variable) is usually the amplitude. When we plot time-domain signals, we obtain a time-amplitude representation of the signal. This representation is not always the best representation of the signal for most signal processing related applications. In many cases, the most distinguished information is hidden in the frequency content of the signal. The frequency SPECTRUM of a signal is basically the frequency components (spectral components) of that signal. The frequency spectrum of a signal shows what frequencies exist in the signal. 2 Intuitively, we all know that the frequency is something to do with the change in rate of something. If something (a mathematical or physical variable, would be the technically correct term) changes rapidly, we say that it is of high frequency, where as if this variable does not change rapidly, i.e., it changes smoothly, we say that it is of low frequency. If this variable does not change at all, then we say it has zero frequency, or no frequency. For example the publication frequency of a daily newspaper is higher than that of a monthly magazine (it is published more frequently). The frequency is measured in cycles/second, or with a more common name, in "Hertz". For example the electric power we use in our daily life in the US is 60 Hz (50 Hz elsewhere in the world). This means that if you try to plot the electric current, it will be a sine wave passing through the same point 50 times in 1 second. Now, look at the following figures. The first one is a sine wave at 3 Hz, the second one at 10 Hz, and the third one at 50 Hz. Compare them. So how do we measure frequency, or how do we find the frequency content of a signal? The answer is FOURIER TRANSFORM (FT). If the FT of a signal in time domain is taken, the frequency-amplitude representation of that signal is obtained. In other words, we now have a plot 3 with one axis being the frequency and the other being the amplitude. This plot tells us how much of each frequency exists in our signal. The frequency axis starts from zero, and goes up to infinity. For every frequency, we have an amplitude value. For example, if we take the FT of the electric current that we use in our houses, we will have one spike at 50 Hz, and nothing elsewhere, since that signal has only 50 Hz frequency component. No other signal, however, has a FT which is this simple. For most practical purposes, signals contain more than one frequency component. The following shows the FT of the 50 Hz signal: Figure 1.4 The FT of the 50 Hz signal given in Figure 1.3 One word of caution is in order at this point. Note that two plots are given in Figure 1.4. The bottom one plots only the first half of the top one. Due to reasons that are not crucial to know at this time, the frequency spectrum of a real valued signal is always symmetric. The top plot illustrates this point. However, since the symmetric part is exactly a mirror image of the first part, it provides no additional information. And therefore, this symmetric second part is usually not shown. In most of the following figures corresponding to FT, I will only show the first half of this symmetric spectrum. WHY DO WE NEED THE FREQUENCY INFORMATION? 4 Often times, the information that cannot be readily seen in the time-domain can be seen in the frequency domain. Let's give an example from biological signals. Suppose we are looking at an ECG signal (ElectroCardioGraphy, graphical recording of heart's electrical activity). The typical shape of a healthy ECG signal is well known to cardiologists. Any significant deviation from that shape is usually considered to be a symptom of a pathological condition. This pathological condition, however, may not always be quite obvious in the original time- domain signal. Cardiologists usually use the time-domain ECG signals which are recorded on strip-charts to analyze ECG signals. Recently, the new computerized ECG recorders/analyzers also utilize the frequency information to decide whether a pathological condition exists. A pathological condition can sometimes be diagnosed more easily when the frequency content of the signal is analyzed. This, of course, is only one simple example why frequency content might be useful. Today Fourier transforms are used in many different areas including all branches of engineering. Although FT is probably the most popular transform being used (especially in electrical engineering), it is not the only one. There are many other transforms that are used quite often by engineers and mathematicians. Hilbert transform, short-time Fourier transform (more about this later), Wigner distributions, the Radon Transform, and of course our featured transformation, the wavelet transform, constitute only a small portion of a huge list of transforms that are available at engineer's and mathematician's disposal. Every transformation technique has its own area of application, with advantages and disadvantages, and the wavelet transform (WT) is no exception. For a better understanding of the need for the WT, let's look at the FT more closely. FT (as well as WT) is a reversible transform, that is, it allows to go back and forward between the raw and processed (transformed) signals. However, only either of them is available at any given time. That is, no frequency information is available in the time-domain signal, and no time information is available in the Fourier transformed signal. The natural question that comes to mind is that is it necessary to have both the time and the frequency information at the same time? As we will see soon, the answer depends on the particular application, and the nature of the signal in hand. Recall that the FT gives the frequency information of the signal, which means that it tells us how much of each frequency exists in the signal, but it does not tell us when in time these frequency components exist. This information is not required when the signal is so- called stationary. Let's take a closer look at this stationarity concept more closely, since it is of paramount importance in signal analysis. Signals whose frequency content do not change in time are called stationary signals. In other words, the frequency content of stationary signals do not change in time. In this case, one does not need to know at what times frequency components exist , since all frequency components exist at all times !!! . For example the following signal 5 x(t)=cos(2*pi*10*t)+cos(2*pi*25*t)+cos(2*pi*50*t)+cos(2*pi*100*t) is a stationary signal, because it has frequencies of 10, 25, 50, and 100 Hz at any given time instant.